CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0417 |
-0.0004 |
0.0% |
1.0440 |
| High |
1.0436 |
1.0435 |
-0.0001 |
0.0% |
1.0473 |
| Low |
1.0390 |
1.0382 |
-0.0008 |
-0.1% |
1.0390 |
| Close |
1.0410 |
1.0405 |
-0.0005 |
0.0% |
1.0410 |
| Range |
0.0046 |
0.0053 |
0.0007 |
15.2% |
0.0083 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
100,525 |
103,840 |
3,315 |
3.3% |
508,049 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0539 |
1.0434 |
|
| R3 |
1.0513 |
1.0486 |
1.0420 |
|
| R2 |
1.0460 |
1.0460 |
1.0415 |
|
| R1 |
1.0433 |
1.0433 |
1.0410 |
1.0420 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0401 |
| S1 |
1.0380 |
1.0380 |
1.0400 |
1.0367 |
| S2 |
1.0354 |
1.0354 |
1.0395 |
|
| S3 |
1.0301 |
1.0327 |
1.0390 |
|
| S4 |
1.0248 |
1.0274 |
1.0376 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0625 |
1.0456 |
|
| R3 |
1.0590 |
1.0542 |
1.0433 |
|
| R2 |
1.0507 |
1.0507 |
1.0425 |
|
| R1 |
1.0459 |
1.0459 |
1.0418 |
1.0442 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0416 |
| S1 |
1.0376 |
1.0376 |
1.0402 |
1.0359 |
| S2 |
1.0341 |
1.0341 |
1.0395 |
|
| S3 |
1.0258 |
1.0293 |
1.0387 |
|
| S4 |
1.0175 |
1.0210 |
1.0364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0473 |
1.0382 |
0.0091 |
0.9% |
0.0054 |
0.5% |
25% |
False |
True |
104,834 |
| 10 |
1.0473 |
1.0309 |
0.0164 |
1.6% |
0.0063 |
0.6% |
59% |
False |
False |
102,111 |
| 20 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0066 |
0.6% |
68% |
False |
False |
108,723 |
| 40 |
1.0473 |
1.0089 |
0.0384 |
3.7% |
0.0069 |
0.7% |
82% |
False |
False |
106,414 |
| 60 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0078 |
0.7% |
71% |
False |
False |
107,345 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
71% |
False |
False |
81,382 |
| 100 |
1.0537 |
0.9993 |
0.0544 |
5.2% |
0.0075 |
0.7% |
76% |
False |
False |
65,117 |
| 120 |
1.0537 |
0.9827 |
0.0710 |
6.8% |
0.0072 |
0.7% |
81% |
False |
False |
54,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0660 |
|
2.618 |
1.0574 |
|
1.618 |
1.0521 |
|
1.000 |
1.0488 |
|
0.618 |
1.0468 |
|
HIGH |
1.0435 |
|
0.618 |
1.0415 |
|
0.500 |
1.0409 |
|
0.382 |
1.0402 |
|
LOW |
1.0382 |
|
0.618 |
1.0349 |
|
1.000 |
1.0329 |
|
1.618 |
1.0296 |
|
2.618 |
1.0243 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0409 |
1.0425 |
| PP |
1.0407 |
1.0418 |
| S1 |
1.0406 |
1.0412 |
|